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Thank you very much indeed for your kind help. Works like a charm -
your solution, not my system-.
SO it seems to be better to stay with "Daily" instead of "Weekly"
when trying to do bi-weekly?
Another question arising: Would "optimize" work in rotational mode as
well? Maybe somebody knows.
Best wishes
frankphd_us
-- In amibroker@xxxxxxxxxxxxxxx, "personal592002"
<personal592002@xxx> wrote:
>
> /* Create 10 stock watch list, apply Automatic Analysis filter to
> that watch list*/
>
> EnableRotationalTrading();
>
> SetOption("holdminbars",10);
>
> Rank = ROC(C,10);
>
> PositionSize = -100;
>
> PositionScore = 100 + Rank;
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "frankphd_us" <frankphd_us@>
> wrote:
> >
> > Hopefully somebody could give me a hint, what I am doing wrong:
> >
> > I want to trade from a (not changing) basket of 10 stocks 1 only
> > selcted by ROC. I want to trade biweekly and the ROC should be of
> the
> > last two weeks as well. I use daily data.
> >
> > So I started the afl with the statement TimeFrameSet(2*inWeekly)
> and
> > the next line with the EnableRotationalTrading()statement and
> > furthermore the Options and PositionScore statéments.
> >
> > The Backtester-settings-periodicity only allows weekly - not bi-
> weely.
> >
> > Running the backtest the setting seems to overrule the inWeekly
> > statement: It shows mainly weekly trades.
> >
> > Regards
> >
> > frankphd_us
> >
>
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